+13,676.9%
PSA vs SONY
+514.2%
+13,162.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.2% | -4.9% | +2.7% | -1.3% |
| 30D | -9.6% | -1.6% | -8.0% | -9.3% |
| 3M | -7.9% | +10.0% | -17.9% | -9.8% |
| 6M | -2.0% | +8.4% | -10.4% | -4.0% |
| YTD | +15.7% | -8.4% | +24.2% | +17.2% |
| 1Y | +5.8% | -18.4% | +24.1% | +9.3% |
| 3Y | +21.6% | +41.0% | -19.4% | +11.3% |
| 5Y | +13.1% | +9.3% | +3.9% | +7.5% |
| 10Y | +101.3% | +281.7% | -180.4% | +44.6% |
| All | +13,676.9% | +514.2% | +13,162.7% | +8,065.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling